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QUESTION 16 Suppose that the CAPM holds. The market return is 10%, the risk-free rate is 29 and variance of the market portfolio is 0.44.

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QUESTION 16 Suppose that the CAPM holds. The market return is 10%, the risk-free rate is 29 and variance of the market portfolio is 0.44. Covariance between stock ABC and the market return is 0.168. What is stock ABC's expected return

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